Import FBX using script
Posting as an answer (to my own question), as requested.

For anyone else who might have a similar question in the future, don't forget to use forward slash '/' in filepaths ...

import bpy

bpy.ops.import_scene.fbx(filepath="F:/Blender/2019-04-09-S.fbx")


Source: https://docs.blender.org/api/blender2.8/bpy.ops.import_scene.html